+27.4%
MKC vs GAP
+31.2%
-3.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.4% | +0.2% |
| 7D | -1.5% | -4.1% | +2.6% | -1.2% |
| 30D | -3.1% | +6.2% | -9.3% | -3.6% |
| 3M | +5.2% | -0.7% | +5.9% | +5.1% |
| 6M | -12.8% | -7.1% | -5.7% | -12.7% |
| YTD | -23.3% | -14.1% | -9.2% | -22.9% |
| 1Y | -24.1% | -8.5% | -15.6% | -24.2% |
| 3Y | -32.1% | +115.4% | -147.5% | -38.2% |
| 5Y | -32.8% | +9.8% | -42.6% | -37.1% |
| All | +27.4% | +31.2% | -3.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling